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  • ALM vs UEC✓SelectedUSD · UECALM vs UEC performance historyLatest closeAs of+8.82%09/08
Stock and ETF performance explorer

ALM vs UEC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,219.4%
UEC return
+933.9%
Excess return
+2,285.5%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioUECExcessAlpha
1D+8.8%+3.0%+5.8%+8.4%
7D+8.4%+2.6%+5.8%+8.1%
30D+34.8%+5.6%+29.2%+33.7%
3M+16.2%-5.7%+21.9%+17.0%
6M+2.1%-8.0%+10.2%+3.5%
YTD+117.0%+1.8%+115.2%+118.4%
1Y+313.9%+0.6%+313.3%+316.8%
3Y+2,327.9%+155.2%+2,172.8%+2,123.5%
5Y+1,040.6%+305.8%+734.8%+863.9%
10Y+3,219.4%+943.0%+2,276.5%+3,197.8%
All+3,219.4%+933.9%+2,285.5%+3,197.8%

Cumulative growth

Daily Returns

Daily percentage return beside UEC.

Daily Out/Under-Performance

Portfolio return minus UEC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over 10y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

10y analysis · Full analysis span regression · 6 months rolling